Tests of strict stationarity based on quantile indicators (Q3103198)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tests of strict stationarity based on quantile indicators |
scientific article |
Statements
Tests of strict stationarity based on quantile indicators (English)
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26 November 2011
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dispersion
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expectiles
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quantiles
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skewness
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stationarity tests
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stochastic volatility
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